CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4375 |
1.4355 |
-0.0020 |
-0.1% |
1.4336 |
| High |
1.4402 |
1.4453 |
0.0051 |
0.4% |
1.4412 |
| Low |
1.4375 |
1.4330 |
-0.0045 |
-0.3% |
1.4213 |
| Close |
1.4376 |
1.4346 |
-0.0030 |
-0.2% |
1.4348 |
| Range |
0.0027 |
0.0123 |
0.0096 |
355.6% |
0.0199 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.0% |
0.0000 |
| Volume |
35 |
82 |
47 |
134.3% |
640 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4745 |
1.4669 |
1.4414 |
|
| R3 |
1.4622 |
1.4546 |
1.4380 |
|
| R2 |
1.4499 |
1.4499 |
1.4369 |
|
| R1 |
1.4423 |
1.4423 |
1.4357 |
1.4400 |
| PP |
1.4376 |
1.4376 |
1.4376 |
1.4365 |
| S1 |
1.4300 |
1.4300 |
1.4335 |
1.4277 |
| S2 |
1.4253 |
1.4253 |
1.4323 |
|
| S3 |
1.4130 |
1.4177 |
1.4312 |
|
| S4 |
1.4007 |
1.4054 |
1.4278 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4834 |
1.4457 |
|
| R3 |
1.4722 |
1.4635 |
1.4403 |
|
| R2 |
1.4523 |
1.4523 |
1.4384 |
|
| R1 |
1.4436 |
1.4436 |
1.4366 |
1.4480 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4346 |
| S1 |
1.4237 |
1.4237 |
1.4330 |
1.4281 |
| S2 |
1.4125 |
1.4125 |
1.4312 |
|
| S3 |
1.3926 |
1.4038 |
1.4293 |
|
| S4 |
1.3727 |
1.3839 |
1.4239 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4976 |
|
2.618 |
1.4775 |
|
1.618 |
1.4652 |
|
1.000 |
1.4576 |
|
0.618 |
1.4529 |
|
HIGH |
1.4453 |
|
0.618 |
1.4406 |
|
0.500 |
1.4392 |
|
0.382 |
1.4377 |
|
LOW |
1.4330 |
|
0.618 |
1.4254 |
|
1.000 |
1.4207 |
|
1.618 |
1.4131 |
|
2.618 |
1.4008 |
|
4.250 |
1.3807 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4392 |
1.4392 |
| PP |
1.4376 |
1.4376 |
| S1 |
1.4361 |
1.4361 |
|